-43.4%
CCL vs SONY
+286.8%
-330.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -4.3% | -5.8% | +1.5% | -0.8% |
| 30D | -19.0% | -0.4% | -18.6% | -19.0% |
| 3M | -13.1% | +13.3% | -26.4% | -20.5% |
| 6M | -13.3% | +8.5% | -21.8% | -19.0% |
| YTD | -25.2% | -8.1% | -17.1% | -22.5% |
| 1Y | -27.2% | -17.9% | -9.3% | -19.7% |
| 3Y | +49.2% | +41.4% | +7.8% | +13.1% |
| 5Y | +0.4% | +9.3% | -8.9% | -11.0% |
| All | -43.4% | +286.8% | -330.2% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling